Abstract: Abstract We consider the coefficient of determination R2 in a linear regression model under linear constraints. We demonstrate that the usual definition of R2 is no longer useful if the restrictions are inhomogeneous and propose a more meaningful alternative. Keywords: coefficient of determinationrestricted linear regression model
Publication Year: 1993
Publication Date: 1993-01-01
Language: en
Type: article
Indexed In: ['crossref']
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